Alternative Approximations to the Distributions of Instrumental Variable Estimators (Q4301030)
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scientific article; zbMATH DE number 605481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative Approximations to the Distributions of Instrumental Variable Estimators |
scientific article; zbMATH DE number 605481 |
Statements
Alternative Approximations to the Distributions of Instrumental Variable Estimators (English)
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18 September 1994
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Pitman nearness
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asymptotic approximations
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instrumental variables
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ordinary least squares
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limited information maximum likelihood
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Monte Carlo
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method-of-moments estimators
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single equation
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first-order approximations
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normality
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parameter sequence
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moments
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limit distributions
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new approximate confidence regions
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shrinkage estimator
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